+13.5%
MS vs A
+20.8%
-7.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.9% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | -3.8% | +3.4% | -7.1% | -4.3% |
| 3M | -14.6% | +23.8% | -38.4% | -18.2% |
| 6M | -5.1% | +49.0% | -54.1% | -13.8% |
| YTD | +4.5% | +29.4% | -24.9% | +0.2% |
| 1Y | +13.5% | +19.4% | -5.8% | +11.7% |
| All | +13.5% | +20.8% | -7.2% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling